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Short note on the emergence of fractional kinetics

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  • Pagnini, Gianni

Abstract

In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian and described by the Continuous Time Random Walk model. But, as a consequence of the complexity of the medium, each trajectory is supposed to scale in time according to a particular random timescale. The link from this framework to microscopic dynamics is discussed and the distribution of timescales is computed. In particular, when a stationary distribution is considered, the timescale distribution is uniquely determined as a function related to the fundamental solution of the space–time fractional diffusion equation. In contrast, when the non-stationary case is considered, the timescale distribution is no longer unique. Two distributions are here computed: one related to the M-Wright/Mainardi function, which is Green’s function of the time-fractional diffusion equation, and another related to the Mittag-Leffler function, which is the solution of the fractional-relaxation equation.

Suggested Citation

  • Pagnini, Gianni, 2014. "Short note on the emergence of fractional kinetics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 409(C), pages 29-34.
    • Handle: RePEc:eee:phsmap:v:409:y:2014:i:c:p:29-34
    DOI: 10.1016/j.physa.2014.03.079
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    References listed on IDEAS

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    1. Balescu, R., 2007. "V-Langevin equations, continuous time random walks and fractional diffusion," Chaos, Solitons & Fractals, Elsevier, vol. 34(1), pages 62-80.
    2. Scalas, Enrico & Gorenflo, Rudolf & Mainardi, Francesco, 2000. "Fractional calculus and continuous-time finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 376-384.
    3. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 468-481.
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    Cited by:

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    3. Fürstenberg, Florian & Dolgushev, Maxim & Blumen, Alexander, 2015. "Exploring the applications of fractional calculus: Hierarchically built semiflexible polymers," Chaos, Solitons & Fractals, Elsevier, vol. 81(PB), pages 527-533.
    4. Tawfik, Ashraf M. & Fichtner, Horst & Elhanbaly, A. & Schlickeiser, Reinhard, 2018. "Analytical solution of the space–time fractional hyperdiffusion equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 178-187.

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